Objective: Experiences of ethnic discrimination may constitute major stressors for ethnic minority groups. This study examined the associations between different forms of ethnic discrimination and levels of perceived stress in Russian immigrants living in Germany, taking into account potential moderating (in-group identification) and mediating (coping and social support) factors. Methods: Russian immigrants (N = 308) were assessed using online questionnaires (e.g., perceived stress scale, behaviors from intergroup affect and stereotype treatment scale, and brief COPE). Three forms of ethnic discrimination were examined: active harm (e.g., open aggression), passive harm (e.g., paternalistic behavior), and everyday discrimination (e.g., receiving poor service). Moderation by in-group identification and mediation via coping and social support were tested. Results: Passive harm was more prevalent than everyday discrimination and active harm. Passive harm and everyday discrimination were associated with higher perceived stress (rs = .22 and .18, ps <.01), and in-group identification did not moderate these associations (ps >.27). The coping strategy self-blame mediated the association between active harm and stress. Substance use and self-blame mediated the association between passive harm and stress, whereas venting, behavioral disengagement, denial, self-blame, and social support mediated the association between everyday discrimination and stress. A direct effect remained for passive harm and everyday discrimination. Conclusion: The present study revealed that Russian immigrants encounter different forms of ethnic discrimination, and that this is associated with higher levels of stress. This association was partly explained by coping and social support, illustrating possibilities for interventions aimed at improving the use of adaptive coping strategies and promoting social support-seeking for Russian immigrants.